MSI K8N Neo2 Platinum

***THANKS IN ADVANCED TO ALL WITH INFORMATION***

Built My New Computer, I'm Not Happy...

Processor: AMD Athlon 64bit 3400+ 939 socket (OEM) with (OEM AMD Certified Heatsink Fan))
MainBoard: MSI K8N Neo2 Platinum
Hardrives: 2 x Seagate SATA 200GB 7200.7
Memory: OCZ Dual Channel Enhanced Latency Patinum DDR400 Pc3200 (2x512mb) 1GB
Videocard: ATI RADEON x800 Pro 256mb AGPx8
Power Supply: Ultra X-Connect 500watt (green)
Case: Antec (miLkwhiTe)

This is my problem:
Computer auto reboots soon as it gets ready to load login screen.

What has happened:
I will list this as to what I did, what happened next.

1. Installed all hardware components.
Configured Bios before OS installation.
Had trouble with the bios being configured.
Set BIOS to Optimized Defaults.
Installed Windows XP Pro.
2. Installing Drivers, XP updates.
Computer Auto Reboots while loggged in and updating.
I ignore even though I find it rather strange.
I remain to let it reboot go back in and continue on with updating.
Does it again. Ignore it. Does it once more, I do a search find out it could be the PSU.
My old PSU was a Daemon (35$) Doesn't sound promissing, it worked great with my p4 two days ago. So, I install the Ultra X-Connect 500watt(Brand-new).
Still PROBLEM Persists!
3. Now the computer reboots more often on boot-up.
It reboots right when its about to load login screen.
I see the mouse appear, then a reboot every single time.
I have rebooted about 10+ times.
I have tried all sorts of settings with the BIOS.
4. Tried another Hardrive with same exact specifications.
Did not change a thing.
Now when I go to boot windows off DVD-ROM it loads the files, then when it says SET-UP is starting windows, the walk through installation.
It locks up before it gets to the walk through Installation.
5. I tried different variations with this mother board.
a. Tried a 9700 Pro AGPx8 128mb and x800 Pro AGP
b Tried Kingston Hyper X PC3500 DDR434 (2x512mb) and OCZ Dual Channel Enhanced Latency Platinum DDR400 Pc3200 (2x512mb) 1GB.
6. It was crashing right after memory count for a while, then now its back to rebooting right before the Login appears I only see the Cursor. I have tried Safe-Mode as well.

MSI said this -

Dear Customer,



Please do try with the attached bios update for the mb first and reload the cmos default settings.

Pleas also manually setup the memory timing under the cmos setup according to the memory vendor spec.

Please do make sure you have use AMD approved power supply and heatsink for the system:

http://www.amd.com/us-en/Processors/ProductInformation/0,,30_118_3734_4348^4376,00.html

Please make sure to use approved memory vendors like Kingston, Corsair, and Crucial modules.

Please make sure there is no overheating issue.

Please try with the CPU Cache memory disable under the cmos setup and retest.

Please verify all other components like the processor, memory module, video card, and power supply in another working system board to determine the cause of the problem.

HAHA! What do they know..they created the problem and obviously cannot fix it...lamer.